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Original Articles

Confidence intervals for fractionally integrated hypotheses in the real output across Europe

Pages 407-409 | Published online: 07 Oct 2010

References

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  • Gil-Alana , L. A. 2001 . Testing stochastic cycles in macroeconomic time series . Journal of Time Series Analysis , forthcoming
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  • Gil-Alana , L. A. and Robinson , P. M. 2001 . Testing seasonal fractional integration in the UK and Japanese consumption and income . Journal of Applied Econometrics , 16 : 93 – 114 .
  • Robinson , P. M. 1994 . Efficient tests of nonstationary hypotheses . Journal of the American Statistical Association , 89 : 1420 – 1437 .

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